+54.5%
SAP vs LYV
+93.4%
-38.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.1% | -1.9% | -2.1% | -3.6% |
| 30D | +1.1% | -8.2% | +9.3% | +3.4% |
| 3M | +26.1% | -1.3% | +27.4% | +26.5% |
| 6M | +9.8% | +2.6% | +7.2% | +8.5% |
| YTD | -13.6% | +19.4% | -33.0% | -18.3% |
| 1Y | -18.7% | -2.2% | -16.4% | -19.0% |
| 3Y | +54.1% | +106.0% | -51.9% | +21.5% |
| All | +54.5% | +93.4% | -38.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling